How to simulate a gas?
I think you are best off smoke simulation. The fluid simulator is better for liquid simulations, as you get a mesh as a result. The smoke simulator is better for gas/smoke simulations, as you get voxel data with density information (you get heat and velocity information too, but most importantly you get density).

To make a smoke simulation:

Setup


Create an object to emit the smoke (e.g. a plane):
Select the emitter/plane and press Space, then type in quick smoke. This will setup a domain object and some materials automatically. 

If you want to do this manually instead:


Add a domain object (usually a cube) and scale it so that it contains the area in which you want the smoke to go. Note that the bigger it is, the more resources are required to compute the simulation.
With the domain object selected, enable smoke physics in Properties > Physics, and set the type to Domain. You might also want to enable Adaptive domain, which skips calculating areas which don't have any smoke.


Add a new material, set the type to volume, and set the density to 0:


Add a new texture, set the type to Voxel data, and select your domain object:



At the bottom of the texture settings, in the Influence panel, enable Density:


With your emitter selected, enable smoke in Properties > Physics and set the type to Flow:




That's it as far as quick smoke can do things, so the rest is manual:
Select the object you want to collide with the smoke and enable smoke physics in Properties > Physics, and set the type to Collision.
Press AltA to play the animation (and simulate the smoke):




These are just the absolute basics, there are many more settings for the materials and simulation. I recommend you look around for some tutorials on smoke simulation. Here's a list of some good resources.